Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
8.25%
3 year
2.94%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
54 months through Jan. 31, 2024Volatility (ann.)
3.76%
Sharpe
0.78
Sortino
1.25
Max drawdown
-18.67%
Best month
6.88%
Worst month
-17.40%
Beta vs VBTLX
0.22
Correlation
0.43
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.